Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.30149 | 2.0888 | 0.021027 |
2 | 0.346639 | 2.4016 | 0.010122 |
3 | 0.168745 | 1.1691 | 0.124069 |
4 | 0.101196 | 0.7011 | 0.24331 |
5 | 0.110023 | 0.7623 | 0.224818 |
6 | 0.050065 | 0.3469 | 0.365107 |
7 | -0.065753 | -0.4556 | 0.674617 |
8 | -0.056593 | -0.3921 | 0.651635 |
9 | -0.007477 | -0.0518 | 0.520549 |
10 | -0.244823 | -1.6962 | 0.951836 |
11 | -0.241912 | -1.676 | 0.949881 |
12 | -0.393321 | -2.725 | 0.995527 |
13 | -0.312086 | -2.1622 | 0.982191 |
14 | -0.172771 | -1.197 | 0.881406 |
15 | -0.065192 | -0.4517 | 0.673227 |
16 | -0.262328 | -1.8175 | 0.962304 |
17 | 0.013293 | 0.0921 | 0.463502 |
18 | -0.055315 | -0.3832 | 0.64838 |
19 | -0.057408 | -0.3977 | 0.653706 |
20 | 0.021569 | 0.1494 | 0.440919 |
21 | -0.06458 | -0.4474 | 0.671708 |
22 | 0.000106 | 7e-04 | 0.499707 |
23 | 0.119909 | 0.8308 | 0.205114 |
24 | 0.005591 | 0.0387 | 0.48463 |
25 | 0.070315 | 0.4872 | 0.314182 |
26 | 0.069203 | 0.4795 | 0.316896 |
27 | -0.049052 | -0.3398 | 0.63227 |
28 | -0.007071 | -0.049 | 0.519436 |
29 | -0.048554 | -0.3364 | 0.630978 |
30 | -0.060705 | -0.4206 | 0.662028 |
31 | 0.030599 | 0.212 | 0.416505 |
32 | 0.06178 | 0.428 | 0.335273 |
33 | 0.067493 | 0.4676 | 0.321092 |
34 | 0.031484 | 0.2181 | 0.414128 |
35 | 0.015565 | 0.1078 | 0.457287 |
36 | -0.02951 | -0.2045 | 0.580567 |
37 | -0.00763 | -0.0529 | 0.52097 |
38 | 0.040632 | 0.2815 | 0.389766 |
39 | -0.002565 | -0.0178 | 0.507052 |
40 | 0.136479 | 0.9456 | 0.174555 |
41 | 0.056971 | 0.3947 | 0.347405 |
42 | 0.042234 | 0.2926 | 0.385543 |
43 | 0.012329 | 0.0854 | 0.466142 |
44 | -0.069026 | -0.4782 | 0.682669 |
45 | -0.035258 | -0.2443 | 0.595972 |
46 | -0.054903 | -0.3804 | 0.647328 |
47 | -0.009878 | -0.0684 | 0.52714 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.30149 | 2.0888 | 0.021027 |
1 | 0.281313 | 1.949 | 0.028577 |
2 | 0.010539 | 0.073 | 0.471049 |
3 | -0.041533 | -0.2878 | 0.612612 |
4 | 0.053975 | 0.374 | 0.355044 |
5 | -0.001854 | -0.0128 | 0.505099 |
6 | -0.141913 | -0.9832 | 0.834782 |
7 | -0.042759 | -0.2962 | 0.615838 |
8 | 0.08861 | 0.6139 | 0.271087 |
9 | -0.267844 | -1.8557 | 0.965177 |
10 | -0.205048 | -1.4206 | 0.919054 |
11 | -0.206282 | -1.4292 | 0.920284 |
12 | -0.067806 | -0.4698 | 0.679678 |
13 | 0.080487 | 0.5576 | 0.289845 |
14 | 0.158085 | 1.0952 | 0.139437 |
15 | -0.248299 | -1.7203 | 0.954087 |
16 | 0.127522 | 0.8835 | 0.190686 |
17 | 0.071727 | 0.4969 | 0.310751 |
18 | -0.14077 | -0.9753 | 0.832846 |
19 | -0.036136 | -0.2504 | 0.59831 |
20 | 2.8e-05 | 2e-04 | 0.499922 |
21 | -0.122135 | -0.8462 | 0.799173 |
22 | -0.040806 | -0.2827 | 0.610695 |
23 | -0.181812 | -1.2596 | 0.893054 |
24 | 0.047933 | 0.3321 | 0.370633 |
25 | 0.003514 | 0.0243 | 0.490339 |
26 | -0.109176 | -0.7564 | 0.773444 |
27 | -0.133884 | -0.9276 | 0.820865 |
28 | -0.042482 | -0.2943 | 0.61511 |
29 | 0.036149 | 0.2504 | 0.401655 |
30 | 0.086144 | 0.5968 | 0.276715 |
31 | -0.098709 | -0.6839 | 0.751329 |
32 | 0.149765 | 1.0376 | 0.152327 |
33 | -0.090922 | -0.6299 | 0.734135 |
34 | -0.143708 | -0.9956 | 0.837791 |
35 | -0.046766 | -0.324 | 0.626329 |
36 | -0.064326 | -0.4457 | 0.671077 |
37 | 0.037602 | 0.2605 | 0.397791 |
38 | -0.020206 | -0.14 | 0.555373 |
39 | -0.109978 | -0.7619 | 0.77509 |
40 | 0.03952 | 0.2738 | 0.392706 |
41 | -0.019454 | -0.1348 | 0.553325 |
42 | -0.05799 | -0.4018 | 0.65518 |
43 | -0.057362 | -0.3974 | 0.653589 |
44 | 0.024871 | 0.1723 | 0.431959 |
45 | -0.07249 | -0.5022 | 0.691096 |
46 | -0.006165 | -0.0427 | 0.516946 |
47 | NA | NA | NA |